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Theater vet Kevin Carroll has come a long way since he was first cast two years ago on The Leftovers as John Murphy, a family man with a dark past, and the only resident of Miracle who doesn't believe in miracles. Now dreading the upcoming end of the HBO series, Carroll wasn't just unfamiliar with show before accepting the role -- he had never even heard of it.

"I didn't know that the show was already on the air," he recently told ET over the phone, reflecting on his time on the drama as it prepares to air its third and final season. "I was doing some theater stuff, and I was out and around auditioning for things, and I think one week I had three or four different auditions. I remember being very curious about this material, but in classic Damon [Lindelof]-Tom [Perrotta] fashion, you get the sides, but you don't get a lot of information."

"I went in, and about four or five auditions later, it just sort of kept on rolling on, rolling on, rolling on. And when it finally all came down to the wire, I was told on a Saturday that I would be starting on a Monday. I was in L.A. when I was told, and started going to work and preparing Monday in Texas," he recalled. "So I literally had a day and a half."

It was a big commitment for Carroll, who didn't just have a minor part in the series. In fact, the show took the risk of moving from the fictional Mapleton, New York, to the mythical Miracle National Park in Jarden, Texas -- the hometown of Carroll's character and his family, who carried the second season premiere (no sight of any of the first season's stars like Justin Theroux and Amy Brenneman) up until the last 20 minutes.

"I think the first year, the first season, they had more of an idea of where they wanted to start, because Tom Perrotta had written the book," Carroll explained. "The second season, it got turned over to more of a free-for-all, writers' room idea, and in that was this idea of moving the Garveys to Texas, presented a whole new set of problems and, you know, things to solve and people to cast, and in doing that, it opened it up to a lot more consideration for exactly how to proceed."

"I think it just came down to Damon trying to figure out what and who he thought, out of the choices, would best serve his story," he continued. "So this was very studied in the direction he wanted to go, and he definitely took his time through the four or five auditions. Damon was definitely trying to figure out and fine tune his decision before he finally made it."

Once cast in the series, however, Carroll still didn't have all the answers.

"You never know what your character's storyline is. You get the script the week before you start shooting, if you're lucky," he revealed, adding that the air of secrecy on set affects the way the actors interact with each other. "The way the show intertwines, it's almost like everybody on the set are sort of walking in zigzag patterns. So you're constantly crossing each other, without bumping into one another. It feels like people are all off doing their own thing, but actually, the way that it works for us, is we're actually doing a lot of it together."

The separate-yet-intertwined storylines are nothing new for showrunner Lindelof, who also co-created Lost, but was something Carroll said he and the other actors grew to love.

"We spend a lot of time on set sort of ducking in and out of each other's story. When you are there, you're very connected, and then when you're not, you get a chance to see how the team has put it together when it's all done and finished, because these characters have intersected in each other's journeys. We still get a sense of them being there, when they're not, and I love that," he said. "I think that's kind of how life works. And I think that's a part of this journey with The Leftovers."

Also part of Lindelof's MO is designing the series to be slowly unraveled. Alongside screeners sent to critics was a note from the writer/producer begging them not to binge-watch the third season. Carroll, however, doesn't have a problem with binge-watching -- but he did say that the show should be consumed "according to your threshold."

"The show deals with so much. I've heard adjectives like heavy, dark or deep given to the show, and I think you have to always play in proportions. If you can find a window of time where you can sit and wait to be satisfied with the questions that you come up with, without being frustrated, then you can binge-watch," he offered. "I think one of the fascinating things about this show is the storytelling requires you to participate in it, and it's not just sort of put in your lap. The plot points and questions that you come up with, there is a method to the madness in the waiting for the answers, and that's a part of the mystery and the fun of the journey in a show like this. It will cause you to question things early, and then make you wait for the payoff."

Going into the final season, viewers definitely have a lot of questions -- including how Carroll's character ends up in Australia (the setting for the third season) with Kevin Garvey after his attempt to kill him at the end of season two.

"John shooting Kevin, it wasn't without provocation," Carroll explained of the shocking moment Theroux's character was killed for the second time, after telling John that his daughter, Evie, might have disappeared "because she didn't love you." "John was willing to kill Kevin at that point, because I think the pain of knowing the circumstances of his daughter were about as great as any parent who has been through anything with a child would imagine it would be."

"In season three, we see how John has transformed throughout the notion of understanding that he doesn't have to control everything, and he can still be OK. And Kevin was a catalyst in that world of understanding. So I think we're going to see the process... this new idea that he can't control everything in his life," he continued, later telling ET's Leanne Aguilera that we'll see "aspects of bromance [between the characters] for sure."

"In an odd way, there's an intimacy in that relationship that is about appreciation and safety, you know, in the wake of this devastating realization for John, and also the devastating nature of the Departure. I think there's a point in which John says to Kevin, 'I'm looking forward to getting to know you better,' and I think that in the getting to know him, John is changed at the core of who he is," Carroll added. "Kevin has been very important to John."

Carroll also told Aguilera that the show's setting in Australia had huge significance to the development of his character.

"It's not just changing positions, but it's where and how we change positions. When you go to a place that is spiritually infused with the notion of history, like Australia, you can't help but to be served in a way when you are open to what that allows you to feel, and you have this kind of writing that has a spiritual thread running through it," he confessed. "Once we are in an action, everybody's all hands on deck. People go for it, and I just think when you mix all of that stuff together, and you do it on sacred, spiritual ground, it brings a different kind of texture to the work that's earned. You don't have to force it. So it was wonderful. It's a wonderful time. It's a wonderful way to work."

Though Carroll wouldn't give away too many other details about season three -- including the meaning behind his and John's new facial hair, how his relationship with Regina King's character, Erika, will progress following last season's revelation that she was going to divorce John, or whether John will finally believe in miracles -- a "secret" he did want to reveal was that "there are great payoffs if you come back and join the journey in season three."

"There are things that you will appreciate about having spent your time following us," he said, revealing that the show's conclusion "has everything." "It has a collective sense of unity through, you know, a tragic situation, and that allows us to do a lot with the notion of universality, and perseverance in the midst of tragedy. How much more can you want?"

And though the show is ending too soon in Carroll's eyes -- "You could almost teach a semester on each season," he told ET, adding that "this is the kind of show you could mine for a while. It's just the beginning" -- he said the support of the fans has made it all worth it.

"What I would love for fans to know is the level of appreciation that we, as a cast, have and had for them to support season two so strongly. [Their enthusiasm] has made us want to do more of the show, more of the writing, more collaboration with HBO, to keep the story alive. Their passion for the show, at the end of season two, breathed new life into the possibility of season three, and for that, we are immensely grateful, proud and happy to do it. And it's a shame that we won't be doing more," Carroll shared. "Like, I'm really having a difficult time with the notion that this show has an end. This is one that I wasn't ready to let go of."

The final season of The Leftovers premieres Sunday, April 16 at 9 p.m. ET/PT on HBO.